TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £106.354 | Carry: | £-2.050 |
|---|---|---|---|---|
| mark-to-model | £105.899 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £103.864 | Variation: | £-0.486 |
| mark-to-model | £103.437 | Unexplained: | £0.006 |